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Regression Analysis

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The Concise Encyclopedia of Statistics

Regression analysis is a technique that permits one to study and measure the relation between two or more variables. Starting from data registered in a sample, regression analysis seeks to determine an estimate of a mathematical relation between two or more variables. The goal is to estimate the value of one variable as a function of one or more other variables. The estimated variable is called the dependent variable and is commonly denoted by Y. In contrast, the variables that explain the variations in Y are called independent variables, and they are denoted by X.

When Y depends on only one X, we have simple regression analysis, but when Y depends on more than one independent variable, we have multiple regression analysis. If the relation between the dependent and the independent variables is linear, then we have linear regression analysis.

HISTORY

The pioneer in linear regression analysis, Boscovich, Roger Joseph, an astronomer as well as a physician, was one of the first to find...

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© 2008 Springer-Verlag

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(2008). Regression Analysis. In: The Concise Encyclopedia of Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-32833-1_348

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